Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.618 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49433.75 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45372.54 Kr¶

PnL: ---------------------------------------> 316.54 Kr¶

DD now: ---------------------------------> -6.94 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:59:46.293465'

Anic Portfolio¶

Today¶

Return: 1.147 %¶

This Week¶

Return: 0.265 %¶

Total portfolio value¶

Return including deposits: 61.833 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.850000 1674.900000 205.900000 14.020000 1468.999998
Sedana Medical 93 5.580000 2711.880000 190.880000 7.570000 2521.000011
Orrön Energy 180 4.810000 2155.500000 112.500000 5.510000 2043.000000
Atrium Ljungberg B 5 3.410000 985.000000 50.000000 5.350000 935.000000
Platzer Fastigheter Holding B 12 3.710000 1005.600000 44.600000 4.640000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Sagax B 4 2.720000 890.400000 36.400000 4.260000 854.000000
Catena 2 3.140000 828.400000 36.400000 4.600000 792.000000
JM 6 2.120000 896.400000 32.400000 3.750000 864.000000
Hoist Finance 35 0.520000 1009.750000 29.750000 3.040000 980.000000
Hexatronic Group 12 2.130000 988.800000 21.800000 2.250000 966.999996
Gränges 9 2.230000 948.600000 20.600000 2.220000 927.999999
BioGaia B 8 1.280000 946.400000 16.400000 1.760000 930.000000
Byggmax Group 33 1.730000 969.540000 13.540000 1.420000 956.000001
Bilia A 8 0.890000 908.000000 8.000000 0.890000 900.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
EQT 4 0.530000 832.400000 0.400000 0.050000 832.000000
Biotage 7 -0.890000 934.500000 -6.500000 -0.690000 940.999997
ASSA ABLOY B 3 -0.660000 770.700000 -8.300000 -1.070000 779.000001
OX2 13 -0.210000 938.600000 -11.400000 -1.200000 949.999999
Alimak Group 11 -0.120000 916.300000 -11.700000 -1.260000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
VEF 909 0.600000 1828.910000 -21.090000 -1.140000 1850.000436
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
SKF B 5 -2.170000 911.750000 -28.250000 -3.010000 940.000000
Indutrade 5 1.640000 1180.000000 -38.000000 -3.120000 1218.000000
Addnode Group B 11 -2.070000 882.750000 -38.250000 -4.150000 921.000003
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Latour B 4 -0.200000 816.400000 -40.600000 -4.740000 857.000000
Hexagon B 26 0.690000 3413.800000 -47.200000 -1.360000 3461.000010
BHG Group 97 2.930000 1394.860000 -64.140000 -4.400000 1458.999989
Bufab 3 -1.200000 1040.400000 -68.600000 -6.190000 1109.000001
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45372.540000 316.540000 -6.94009% 45056.000411

Updated:¶

'2023-07-04 11:00:03.164120'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶